Introduction To The Geometry Of Stochastic Flows, An

Fabrice Baudoin (Univ Paul Sabatier (Toulouse Iii), France)

Introduction To The Geometry Of Stochastic Flows, An
Format
Hardback
Publisher
Imperial College Press
Country
United Kingdom
Published
10 November 2004
Pages
152
ISBN
9781860944819

Introduction To The Geometry Of Stochastic Flows, An

Fabrice Baudoin (Univ Paul Sabatier (Toulouse Iii), France)

This book aims to provide a self-contained introduction to the local geometry of the stochastic flows. It studies the hypoelliptic operators, which are written in Hormander’s form, by using the connection between stochastic flows and partial differential equations. The book stresses the author’s view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry, and its main tools are introduced throughout the text.

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